A Numerical Approach to the Estimation of the Solutions of some Variational Problems with Convexity Costraints

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dc.creatorEkeland, Ivar
dc.creatorMoreno, Santiago
dc.date2008-03-06
dc.date.accessioned2026-07-07T09:25:14Z
dc.date.available2026-07-07T09:25:14Z
dc.descriptionWe present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection problems within a Principal-Agent framework. Problems such as product lines design, optimal taxation, structured derivatives design, etc. can be studied through the scope of these models. We develop a method to estimate their optimal pricing schedules.
dc.description21 pages, 7 figures
dc.identifierhttps://arxiv.org/abs/0803.0904
dc.identifierhttp://arxiv.org/abs/0803.0904
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/156337
dc.subjectOptimization and Control
dc.subject49-04, 49M25, 49M37, 65K10, 91B30, 91B32
dc.titleA Numerical Approach to the Estimation of the Solutions of some Variational Problems with Convexity Costraints
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